Nice job. I've played around a bit with 2D in UE, it's doable, but the biggest downside is the file size. Even with plugin optimization it's tough to get the size down to a reasonable level.
Just out of curiosity, what problem were you having with the parallax? Were you trying to do the pixel perfect technique with an orthogonal camera? I usually throw all that out the window and use a normal camera and z space.